V-Lab: AEX-Index MF2-GARCH Volatility Analysis

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AEX-Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:10.93% (-0.28%)

Analysis last updated: Friday, October 24, 2025 at 03:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0000	0.00
$β$	0.8324	223.11
$γ$	0.1844	43.10
$λ_{1}$	0.0080	4.10
$λ_{2}$	0.0438	3.88
$λ_{3}$	0.9496	73.00

Estimation Period:
Jan 1, 1990 to Oct 24, 2025

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